| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | - | Aaa | - | AAA | 38.00% | - | Floating | 3mEu | 98a | 96 | 3mE+96 | - | 100.00000 |
| B-1 | EUR | 30.000 | - | Aa2 | - | AA | 28.00% | - | Floating | 3mEu | 170a | 175 | 3mE+175 | - | 100.00000 |
| B-2 | EUR | 10.000 | - | Aa2 | - | AA | 28.00% | - | Fixed | YLD | - | - | 1.900% | 1.900% | 100.00000 |
| C | EUR | 24.000 | - | A2 | - | A | 22.00% | - | Floating | 3mEu | 200-210 | 210 | 3mE+210 | - | 100.00000 |
| D | EUR | 29.000 | - | Baa3 | - | BBB- | 14.80% | - | Floating | 3mEu | 300-310 | 300 | 3mE+300 | - | 100.00000 |
| E | EUR | 20.000 | - | Ba3 | - | BB- | 9.80% | - | Floating | 3mEu | Low 600s | 625 | 3mE+614 | - | 99.00000 |
| F | EUR | 12.000 | - | B3 | - | B- | 6.80% | - | Floating | 3mEu | 900-910 | 910 | 3mE+870 | - | 97.00000 |
| Sub | EUR | 35.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S;
B-1: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S;
B-2: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S;
C: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S;
D: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S;
E: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S;
F: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S;
Sub: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00